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Reserves in Life and Pension Insurance
Scandinavian Actuarial Journal, 1991Prospective and retrospective reserves are defined as conditional expected values, given some information available at the time of consideration. Each specification of the information invoked gives rise to a corresponding pair of reserves. Relationships between reserves are established in the general set-up.
Ragnar Norberg
exaly +2 more sources
Financial investment instruments of pension reserves: New approaches to investment policy
Studies on Russian Economic Development, 2011This paper reviews investment policy and new approaches to the allocation of pension reserves based on the principle of the reasonable investor. The offered approaches permit nongovernmental pension funds to more adequately respond to market challenges, at the same time maintaining transparency and reliability of investments, which make it possible to ...
Yu. A. Platonov, E. A. Fedorova
exaly +2 more sources
Principle of caution and pension reserves.
Insurance: Mathematics and Economics, 1993exaly +2 more sources
Addressing Reserves and Pension Funds through Gambler’s Ruin and Generalized Brownian Motion Process [PDF]
, 2021 We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, to study models of reserves evolution ...
Manuel Alberto M Ferreira +1 more
exaly +2 more sources
Pension reserve computations on GPUs
Proceedings of the 3rd ACM SIGPLAN workshop on Functional high-performance computing, 2014New regulations from the European Union, called Solvency II, require that life insurance and pension providers perform more complicated calculations to demonstrate their solvency. At the same time, exploiting alternative computational paradigms such as GPGPU requires a high degree of expertise about the hardware and ties the computational ...
Christian Harrington +3 more
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Physica A: Statistical Mechanics and its Applications, 2020
Abstract This paper puts the population, economy and pension into a unified framework, analyzes the interactive feedback mechanism between them, and builds a system dynamics model to explore the moderate scale of China’s pension strategic reserve from the following three perspectives: whether it can resist the pension payment crisis in future ...
Yunshu Tang +3 more
openaire +1 more source
Abstract This paper puts the population, economy and pension into a unified framework, analyzes the interactive feedback mechanism between them, and builds a system dynamics model to explore the moderate scale of China’s pension strategic reserve from the following three perspectives: whether it can resist the pension payment crisis in future ...
Yunshu Tang +3 more
openaire +1 more source
The Outlook for Pension Spending and the Role of a Reserve Fund
SSRN Electronic Journal, 2009The main purpose of this study is to analyze the impact of demographic factors on pension systems and to consider the role that a reserve fund can play in the context of the adjustments needed to balance the accounts of the pension schemes. The study does not deal with the question of the financial management of the reserves.
Fall Falilou, Nicolas Ferrari
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Saving for the future: Evaluating the sustainability and design of Pension Reserve Funds
Pacific-Basin Finance Journal, 2021Abstract In several countries public finances are under pressure by pension obligations rising due to downward trends in fertility, increased longevity and financial markets with low interest rates. For these reasons, the establishment of Pension Reserve Funds (PRF) has flourished.
Pablo Castañeda +4 more
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Sovereign pension and social security reserve funds: A portfolio analysis
Global Finance Journal, 2017Sovereign wealth funds (SWFs) have been increasing in numbers and in the global reach of their investment activities. At the same time, they seem to experience the adverse consequences of the financial crisis differently than other financial intermediaries. This paper assesses whether and how a retirement-financing purpose has affected their investment
DREASSI, Alberto +2 more
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